Always carry a flashlight, make sure youre not along, dress propper, look up the history of the place youre going into first, making sure its not closed due to health issues like asbestos or anything. Dont break or ruin anything, leave everything the way it was when you got there. Make sure you have a phone and someone who isnt with you knows where you are. Dont carry any weapons or any tools.

Because with that you take a small trespassing charge and turn it into criminal mischief, attempted burglary, breaking and entering, etc. they'll find like 8 different charges for you having tools and weapons while trespassing private property.

I do sometimes carry mace or a small knife though. Shirky is right, one of the main rules is do not break anything, do not take anything. leave the place in the exact same condition you found it.